Causal coupling between European and UK markets triggered by announcements of monetary policy decisions
We investigate high-frequency reactions in the Eurozone stock market and the UK stock market during the time period surrounding European Central Bank (ECB) and the Bank of England (BoE)’s interest rate decisions, assessing how these two markets react and co-move influencing each other. The effects a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
The Royal Society
2022-03-01
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| Series: | Royal Society Open Science |
| Subjects: | |
| Online Access: | https://royalsocietypublishing.org/doi/10.1098/rsos.211342 |